Predicting Economic Activity with Financial Market Data in a Small Open Economy: Revisiting Stylized Facts During Economic Turbulence

Petri Kuosmanen and Juuso Vataja

A chapter in Macroeconomic Analysis and International Finance, 2014, vol. 23, pp 217-234 from Emerald Group Publishing Limited

Abstract: Keywords: Term spread, short-term interest rate, stock market, forecasting, macroeconomy, E37, E44, E47

Date: 2014
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DOI: 10.1108/S1571-038620140000023008

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